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Optimal portfolio selection with maximal risk adjusted return
Wang, Yue; Qiu, Zhijian; Qu, Xiaomei - In: Applied economics letters 24 (2017) 13/15, pp. 1035-1040
Persistent link: https://www.econbiz.de/10011716547
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(Simple) ΔCoVaR bounds
Mercadier, Mathieu; Strobel, Frank - In: Applied economics letters 30 (2023) 14, pp. 1874-1881
Persistent link: https://www.econbiz.de/10014305372
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Histogram-valued data on value at risk measures : a symbolic approach for risk attribution
Toque, Carole; Terraza, Virginie - In: Applied economics letters 21 (2014) 16/18, pp. 1243-1251
Persistent link: https://www.econbiz.de/10010465633
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Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif; Kabir, M. Humayun; Dempsey, Michael; … - In: Applied economics letters 27 (2020) 3, pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
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Beyond reasonable doubt : multiple tail risk measures applied to European industries
Allen, David E.; Powell, Robert John; Singh, Abhay Kumar - In: Applied economics letters 19 (2012) 7/9, pp. 671-676
Persistent link: https://www.econbiz.de/10009631004
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Are systemic risk measures effective? : Evidence from macroeconomic downside risk prediction
Jian, Zhihong; Lu, Haisong; Zhu, Zhican - In: Applied economics letters 31 (2024) 18, pp. 1820-1827
Persistent link: https://www.econbiz.de/10015084409
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Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli; Xu, Chunhui; Shiina, Takayuki - In: Applied economics letters 29 (2022) 18, pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
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Robust value-at-risk : an information-theoretic approach
Simonian, Joseph; Davis, Joshua M. - In: Applied economics letters 17 (2010) 16/18, pp. 1551-1553
Persistent link: https://www.econbiz.de/10009232183
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Measuring inequality in the presence of intra-household correlation
Biewen, Martin - In: Applied economics letters 9 (2002) 15, pp. 1003-1006
Persistent link: https://www.econbiz.de/10001724234
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Income allocation of "insurance + futures" with risk modified Shapley value method
Wang, Haiping; Xu, Sining - In: Applied economics letters 30 (2023) 6, pp. 740-750
Persistent link: https://www.econbiz.de/10013553952